How to implement an Image Menu

Hello, apologies if this is a repeat of a question already posted

I'm hoping to implement an image based menu into my wordpress page, eg:

http://www.cssplay.co.uk/menus/flickerfree.html
http://www.conceptart.org/

Something similar to those. I'm pretty sure it should be possible, but I am at a loss as to how to get it to work! I have tried fiddling around and cannot seem to make the images appear at all! Do I need to make a new folder or something for the theme to access? I'm running Atahualpa 3.4.6 but can upgrade if necessary!

Any help or hints at all would be greatly appreciated My skills in this are very lacking.